+969.7%
AWK vs VFC
+25.7%
+943.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | +5.6% | -11.6% | +17.2% | +7.4% |
| 3M | +15.9% | -18.1% | +34.0% | +18.5% |
| 6M | +4.6% | -27.4% | +31.9% | +8.2% |
| YTD | +10.1% | -24.8% | +34.9% | +12.9% |
| 1Y | +2.1% | -8.2% | +10.3% | +0.9% |
| 3Y | +9.8% | -29.1% | +39.0% | +4.0% |
| 5Y | -15.4% | -79.2% | +63.8% | +3.0% |
| 10Y | +129.4% | -68.1% | +197.5% | +134.2% |
| All | +969.7% | +25.7% | +943.9% | +558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling